+39.0%
OKE vs AU
+72.0%
-33.0%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +1.0% |
| 7D | +1.2% | -4.3% | +5.5% | +0.8% |
| 30D | +4.5% | +7.3% | -2.8% | +5.3% |
| 3M | +9.6% | +26.3% | -16.7% | +12.6% |
| 6M | +15.4% | +1.8% | +13.6% | +17.9% |
| YTD | +36.5% | +26.8% | +9.6% | +40.7% |
| 1Y | +39.0% | +66.7% | -27.7% | +42.9% |
| All | +39.0% | +72.0% | -33.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling